TKOMY vs. NTTYY

Last updated Jun 4, 2026

TKOMY (Tokio Marine Holdings Inc) and NTTYY (Nippon Telegraph and Telephone Corp ADR) are both stocks. TKOMY operates in Insurance - Property & Casualty (Financial Services), while NTTYY operates in Telecom Services (Communication Services). Over the past 10 years, TKOMY returned 15.27%/yr vs 1.94%/yr for NTTYY. At a 0.30 correlation, their price movements are largely independent.

Performance

TKOMY vs. NTTYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tokio Marine Holdings Inc (TKOMY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TKOMY achieves a 19.36% return, which is significantly higher than NTTYY's -8.45% return. Over the past 10 years, TKOMY has outperformed NTTYY with an annualized return of 15.27%, while NTTYY has yielded a comparatively lower 1.94% annualized return.

TKOMY

• 1D: -0.59%
• 1M: -1.65%
• YTD: 19.36%
• 6M: 25.15%
• 1Y: 2.32%
• 3Y*: 25.35%
• 5Y*: 22.97%
• 10Y*: 15.27%

NTTYY

• 1D: -0.57%
• 1M: -4.55%
• YTD: -8.45%
• 6M: -7.41%
• 1Y: -16.62%
• 3Y*: -6.35%
• 5Y*: -2.15%
• 10Y*: 1.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TKOMY vs. NTTYY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TKOMY Tokio Marine Holdings Inc	19.36%	4.28%	46.61%	16.29%	14.78%	6.20%	-5.38%	17.55%	3.65%	13.57%
NTTYY Nippon Telegraph and Telephone Corp ADR	-8.45%	2.79%	-16.66%	7.84%	3.06%	8.63%	1.78%	26.78%	-11.25%	15.27%

Correlation

The correlation between TKOMY and NTTYY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007	0.30

The correlation between TKOMY and NTTYY shifts across timeframes, from 0.30 (10 years) to 0.40 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TKOMY : $82.90B NTTYY : $74.14B
EPS TKOMY : $520.68 NTTYY : $320.51
PE Ratio TKOMY : 0.08 NTTYY : 0.07
PEG Ratio TKOMY : 0.00 NTTYY : 0.06
PS Ratio TKOMY : 0.01 NTTYY : 0.01
PB Ratio TKOMY : 0.02 NTTYY : 0.01
Total Revenue (TTM) TKOMY : $7.71T NTTYY : $14.61T
Gross Profit (TTM) TKOMY : $4.70T NTTYY : $2.67T
EBITDA (TTM) TKOMY : $804.94B NTTYY : $3.73T

Return for Risk

TKOMY vs. NTTYY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TKOMY

TKOMY Risk / Return Rank: 41
TKOMY Sharpe Ratio Rank: 43
TKOMY Sortino Ratio Rank: 38
TKOMY Omega Ratio Rank: 38
TKOMY Calmar Ratio Rank: 42
TKOMY Martin Ratio Rank: 42

NTTYY

NTTYY Risk / Return Rank: 6
NTTYY Sharpe Ratio Rank: 5
NTTYY Sortino Ratio Rank: 6
NTTYY Omega Ratio Rank: 9
NTTYY Calmar Ratio Rank: 4
NTTYY Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TKOMY vs. NTTYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) and Nippon Telegraph and Telephone Corp ADR (NTTYY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	TKOMY	NTTYY	Difference
Sharpe ratio Return per unit of total volatility	0.07	-0.99	+1.05
Sortino ratio Return per unit of downside risk	0.37	-1.44	+1.81
Omega ratio Gain probability vs. loss probability	1.05	0.85	+0.19
Calmar ratio Return relative to maximum drawdown	0.09	-0.94	+1.03
Martin ratio Return relative to average drawdown	0.20	-1.62	+1.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TKOMY vs. NTTYY - Sharpe Ratio Comparison

The current TKOMY Sharpe Ratio is 0.07, which is higher than the NTTYY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of TKOMY and NTTYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TKOMY	NTTYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	-0.99	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	-0.12	+0.87
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.10	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.11	+0.12

Drawdowns

TKOMY vs. NTTYY - Drawdown Comparison

The maximum TKOMY drawdown since its inception was -56.95%, smaller than the maximum NTTYY drawdown of -63.81%. Use the drawdown chart below to compare losses from any high point for TKOMY and NTTYY.

Drawdown Indicators

	TKOMY	NTTYY	Difference
Max Drawdown Largest peak-to-trough decline	-56.95%	-63.81%	+6.86%
Max Drawdown (1Y) Largest decline over 1 year	-26.18%	-17.75%	-8.43%
Max Drawdown (3Y) Largest decline over 3 years	-27.67%	-29.20%	+1.53%
Max Drawdown (5Y) Largest decline over 5 years	-27.67%	-29.20%	+1.53%
Max Drawdown (10Y) Largest decline over 10 years	-32.32%	-29.57%	-2.75%
Current Drawdown Current decline from peak	-12.16%	-26.33%	+14.17%
Average Drawdown Average peak-to-trough decline	-16.57%	-23.02%	+6.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.80%	10.30%	+1.50%

Volatility

TKOMY vs. NTTYY - Volatility Comparison

Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 8.66% compared to Nippon Telegraph and Telephone Corp ADR (NTTYY) at 4.84%. This indicates that TKOMY's price experiences larger fluctuations and is considered to be riskier than NTTYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TKOMY	NTTYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.66%	4.84%	+3.82%
Volatility (6M) Calculated over the trailing 6-month period	27.74%	12.21%	+15.53%
Volatility (1Y) Calculated over the trailing 1-year period	35.23%	16.94%	+18.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.71%	18.15%	+12.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.72%	20.31%	+7.41%

Dividends

TKOMY vs. NTTYY - Dividend Comparison

Neither TKOMY nor NTTYY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NTTYY Nippon Telegraph and Telephone Corp ADR	0.00%	1.77%	1.73%	0.00%	0.00%	1.83%	0.00%	1.71%	3.52%	2.53%	2.63%	1.94%
TKOMY Tokio Marine Holdings Inc	0.00%	1.69%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.41%	2.81%	0.00%

Financials

TKOMY vs. NTTYY - Profitability Comparison

The chart below illustrates the profitability comparison between Tokio Marine Holdings Inc and Nippon Telegraph and Telephone Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TKOMY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a gross profit of 132.23B and revenue of 1.22T. Therefore, the gross margin over that period was 10.8%.

NTTYY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a gross profit of 559.59B and revenue of 4.06T. Therefore, the gross margin over that period was 13.8%.

TKOMY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported an operating income of 144.24B and revenue of 1.22T, resulting in an operating margin of 11.8%.

NTTYY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported an operating income of 387.88B and revenue of 4.06T, resulting in an operating margin of 9.6%.

TKOMY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokio Marine Holdings Inc reported a net income of 82.65B and revenue of 1.22T, resulting in a net margin of 6.8%.

NTTYY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Nippon Telegraph and Telephone Corp ADR reported a net income of 113.01B and revenue of 4.06T, resulting in a net margin of 2.8%.

Frequently Asked Questions

Can I hold both TKOMY and NTTYY in my portfolio?

TKOMY and NTTYY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TKOMY or NTTYY?

TKOMY has higher volatility (8.66%) compared to NTTYY (4.84%). In terms of maximum drawdown, TKOMY dropped -56.95% vs NTTYY's -63.81%.

Which has better risk-adjusted returns?

TKOMY currently has the higher Sharpe Ratio (0.07 vs -0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.